NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 24-Apr-2020
Day Change Summary
Previous Current
23-Apr-2020 24-Apr-2020 Change Change % Previous Week
Open 29.30 29.11 -0.19 -0.6% 33.69
High 31.02 30.05 -0.97 -3.1% 34.14
Low 28.54 28.13 -0.41 -1.4% 25.31
Close 28.66 28.47 -0.19 -0.7% 28.47
Range 2.48 1.92 -0.56 -22.6% 8.83
ATR 2.86 2.79 -0.07 -2.3% 0.00
Volume 99,429 71,007 -28,422 -28.6% 651,953
Daily Pivots for day following 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 34.64 33.48 29.53
R3 32.72 31.56 29.00
R2 30.80 30.80 28.82
R1 29.64 29.64 28.65 29.26
PP 28.88 28.88 28.88 28.70
S1 27.72 27.72 28.29 27.34
S2 26.96 26.96 28.12
S3 25.04 25.80 27.94
S4 23.12 23.88 27.41
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 55.80 50.96 33.33
R3 46.97 42.13 30.90
R2 38.14 38.14 30.09
R1 33.30 33.30 29.28 31.31
PP 29.31 29.31 29.31 28.31
S1 24.47 24.47 27.66 22.48
S2 20.48 20.48 26.85
S3 11.65 15.64 26.04
S4 2.82 6.81 23.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.14 25.31 8.83 31.0% 3.67 12.9% 36% False False 130,390
10 37.27 25.31 11.96 42.0% 2.79 9.8% 26% False False 100,276
20 37.27 25.31 11.96 42.0% 2.51 8.8% 26% False False 107,036
40 49.09 25.31 23.78 83.5% 2.79 9.8% 13% False False 110,045
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.83
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 38.21
2.618 35.08
1.618 33.16
1.000 31.97
0.618 31.24
HIGH 30.05
0.618 29.32
0.500 29.09
0.382 28.86
LOW 28.13
0.618 26.94
1.000 26.21
1.618 25.02
2.618 23.10
4.250 19.97
Fisher Pivots for day following 24-Apr-2020
Pivot 1 day 3 day
R1 29.09 28.37
PP 28.88 28.27
S1 28.68 28.17

These figures are updated between 7pm and 10pm EST after a trading day.

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